Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47366.59 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45968.6 Kr¶

PnL: ---------------------------------------> -919.97 Kr¶

DD now: ---------------------------------> -2.598 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:03:20.455043'

Anic Portfolio¶

Today¶

Return: 0.12 %¶

This Week¶

Return: -1.14 %¶

Total¶

Return: 55.066 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -4.000000 759.200000 86.200000 12.810000 673.000000
SAAB B 8 0.050000 3444.800000 67.800000 2.010000 3377.000000
Nordea Bank Abp 29 0.780000 3510.740000 56.740000 1.640000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.310000 391.000000 36.000000 10.140000 355.000000
Corem Property Group B 59 0.990000 604.750000 27.750000 4.810000 576.999999
AcadeMedia 12 0.000000 578.640000 21.640000 3.890000 557.000004
Resurs Holding 22 0.300000 595.540000 21.540000 3.750000 573.999998
Eastnine 4 1.430000 511.200000 20.200000 4.110000 491.000000
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
Swedbank A 3 0.650000 579.600000 15.600000 2.770000 564.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.280000 537.800000 10.800000 2.050000 527.000000
Securitas B 6 0.420000 578.520000 8.520000 1.490000 570.000000
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Coor Service Management Hold. 8 0.000000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.780000 248.640000 2.640000 1.070000 246.000000
Handelsbanken A 5 0.650000 543.500000 -2.500000 -0.460000 546.000000
Boozt 12 -1.720000 1642.800000 -11.200000 -0.680000 1653.999996
CTEK 13 -1.980000 520.130000 -13.870000 -2.600000 533.999999
Midsona B 63 0.110000 568.890000 -14.110000 -2.420000 582.999984
Essity B 2 1.060000 555.000000 -19.000000 -3.310000 574.000000
International Petroleum Corp. 5 1.900000 562.500000 -32.070000 -5.390000 594.565215
Essity A 4 0.910000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.560000 3780.000000 -70.000000 -1.820000 3850.000000
Beijer Electronics Group 26 0.740000 2823.600000 -147.400000 -4.960000 2971.000006
Fasadgruppen Group 35 0.190000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 0.510000 1425.600000 -238.400000 -14.330000 1663.999992
Axfood 13 0.070000 3471.000000 -285.000000 -7.590000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45968.600000 -919.970000 -2.59779% 46888.564618

Updated:¶

'2023-01-27 09:03:33.378390'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶